+826.3%
MTSI vs EPAM
+924.1%
-97.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +20.6% | -39.0% | -23.8% |
| 7D | -24.6% | +23.0% | -47.6% | -30.2% |
| 30D | -45.7% | +51.6% | -97.3% | -52.9% |
| 3M | -27.7% | +50.8% | -78.6% | -38.6% |
| 6M | -37.3% | +51.1% | -88.4% | -48.4% |
| YTD | +11.1% | -19.1% | +30.3% | +10.2% |
| 1Y | +27.2% | +3.0% | +24.2% | +15.9% |
| 3Y | +153.7% | -31.2% | +184.8% | +153.5% |
| 5Y | +159.0% | -76.5% | +235.5% | +237.9% |
| 10Y | +405.6% | +168.4% | +237.2% | +184.1% |
| All | +826.3% | +924.1% | -97.8% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling